Galileo and Newton demonstrated that the velocity imparted by a a given acceleration (such as the Earth's Gravitational pull) is indepenent of the size of the particle. That is, a small rock and a large rock should fall in a vacuum at approximately the same rate.

However, there are physical processes where particle size does matter:

When a number of particles of different sizes are mixed together, a larger particle will find more things blocking its movement than a smaller particle will.

For a given dynamic system, then, the system's power combined with a particle's size will determine how far the particle can be carried before the fluid (or whatever) drops it. We can sometimes follow energy gradients and predict precisely where these areas are. More generally, of course, the system will drop large particles before it will drop small ones. Certain places will be the destination of a multitude of particles, all of a similar size. Very often, you will find these zones all arranged in a continuous fashion, with large rocks followed by pebbles, then sand, and finally soil.

To demonstrate particle sorting in action, dump some soil (the less organic matter the better) into a bucket or onto a tray. Shake the container from side to side vigorously. You will notice that the rocks and small pebbles will collect into little clumps. The larger stones will move to the center of the clumps. If you shake enough, you will notice the sand separating itself from the clay and silt.

If you don't have enough patience to do that, now spray water into the container (A hose nozzle will help). The water will get muddy and as you keep adding water, and will soon overflow the container. Eventually, as you wash all of the silt and clay away, the water will begin to clear up. You will find that the material left in the bottom of the container is sandier than the soil you put in, if not entirely sand and gravel.